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How to check no "holes" in database historical minute data

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    How to check no "holes" in database historical minute data

    NT Forum,

    What is the the best method to check there are no "holes" in the database of historical minute data?

    Where an instrument is broken into contracts (e.g. ES 03-17, ES 12-16...), what is the best method to check there are no "holes" over several years of data?

    Thanks
    Shannon

    #2
    Hello,

    Thanks for posting.

    You can review your historical data in the Historical Data menu found under Tools -> Historical Data. Once opened, select the "Edit" menu to view all saved historical data. More information on this menu can be found at the below link:

    http://ninjatrader.com/support/helpG...ta_manager.htm
    Drew O.NinjaTrader Customer Service

    Comment


      #3
      Drew,

      Thank you for your reply.

      I have constructed an Excel spreadsheet which manipulates exported NT data and counts the number of records on each day. This works well with ^SP500 data allowing me to quickly identify where day/s are missing one year at a time.

      For futures contracts this is not possible as a futures contact only exports minute data for a single contract not a series of contracts (e.g. ES 03-17, ES 12-16, etc...) over the course of several years.

      I was hoping there would be a way to automatically test for missing data over many contracts.

      Further guidance / ideas would be appreciated.

      Thanks
      Shannon

      Comment


        #4
        Hello,

        Thanks for your reply.

        Since Continuous Contracts were removed from NinjaTrader 8, I would not be aware of a way within the platform itself to work around this item. Historical Data would need to be exported per contract.
        Drew O.NinjaTrader Customer Service

        Comment

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